Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-09-28 0.397892 0.440417 0.487757 0.544793 0.612235 0.690187 0.788216
2025-10-05 0.355955 0.411914 0.478603 0.565361 0.677461 0.820724 1.023485
2025-10-12 0.336119 0.403088 0.487484 0.604739 0.768850 0.999717 1.368681
2025-10-19 0.303734 0.373026 0.463721 0.595683 0.791493 1.088060 1.611803
2025-10-26 0.281656 0.353064 0.449668 0.596154 0.825580 1.198708 1.928613
2025-11-02 0.258067 0.328295 0.425608 0.577767 0.826120 1.253477 2.164247
2025-11-09 0.234873 0.301898 0.396364 0.547369 0.801423 1.257643 2.298065
2025-11-16 0.221385 0.288018 0.383828 0.541068 0.815542 1.335422 2.630863
2025-11-23 0.216947 0.286641 0.389469 0.564167 0.884643 1.538606 3.398131
2025-11-30 0.207504 0.277091 0.381610 0.563563 0.909540 1.656096 4.016415
2025-12-07 0.197105 0.265368 0.369328 0.553810 0.914811 1.730487 4.559466
2025-12-14 0.187216 0.253802 0.356406 0.541498 0.912863 1.787147 5.095114
2025-12-21 0.177350 0.242185 0.343344 0.529068 0.911962 1.855593 5.810853
2025-12-28 0.175352 0.242667 0.350127 0.554007 0.996709 2.191464 8.450990
2026-01-04 0.175967 0.247273 0.364168 0.594746 1.128246 2.748332 14.680407
2026-01-11 0.168622 0.238515 0.354419 0.586992 1.140777 2.919371 18.736319
2026-01-18 0.163210 0.232605 0.349217 0.587924 1.175973 3.199061 26.605642
2026-01-25 0.155489 0.222456 0.335760 0.570103 1.157832 3.256683 31.786478
2026-02-01 0.146594 0.209974 0.317428 0.540369 1.102552 3.133416 32.236852
2026-02-08 0.141607 0.203848 0.310311 0.534219 1.112487 3.311582 44.066534
2026-02-15 0.140833 0.204779 0.316130 0.556900 1.210429 3.990486 111.387704
2026-02-22 0.137080 0.200413 0.311781 0.556314 1.239029 4.343888 231.106448
2026-03-01 0.132455 0.194338 0.303851 0.546747 1.237706 4.527457 445.753378